Related papers: Interactive rank testing by betting
Rank-based approaches are among the most popular nonparametric methods for univariate data in tackling statistical problems such as hypothesis testing due to their robustness and effectiveness. However, they are unsatisfactory for more…
One size fits all approaches to medicine have become a thing of the past as the understanding of individual differences grows. The paper introduces a test for the presence of heterogeneity in treatment effects in a clinical trial.…
Following the risk-taking model of Seel and Strack, $n$ players decide when to stop privately observed Brownian motions with drift and absorption at zero. They are then ranked according to their level of stopping and paid a rank-dependent…
The average treatment effect, which is the difference in expectation of the counterfactuals, is probably the most popular target effect in causal inference with binary treatments. However, treatments may have effects beyond the mean, for…
Given a predictor of outcome derived from a high-dimensional dataset, pre-validation is a useful technique for comparing it to competing predictors on the same dataset. For microarray data, it allows one to compare a newly derived predictor…
Every design choice will have different effects on different units. However traditional A/B tests are often underpowered to identify these heterogeneous effects. This is especially true when the set of unit-level attributes is…
Utilizing established risk factors and prognostic models can often improve the construction of a newer risk model that uses novel biomarkers in a smaller, internal study. However, directly borrowing information from an established…
Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…
No man is an island, as individuals interact and influence one another daily in our society. When social influence takes place in experiments on a population of interconnected individuals, the treatment on a unit may affect the outcomes of…
Causal machine learning holds promise for estimating individual treatment effects from complex data. For successful real-world applications of machine learning methods, it is of paramount importance to obtain reliable insights into which…
Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…
We propose a new framework for imitation learning -- treating imitation as a two-player ranking-based game between a policy and a reward. In this game, the reward agent learns to satisfy pairwise performance rankings between behaviors,…
In causal analysis, understanding the causal mechanisms through which an intervention or treatment affects an outcome is often of central interest. We propose a test to evaluate (i) whether the causal effect of a treatment that is randomly…
Practitioners are interested in not only the average causal effect of the treatment on the outcome but also the underlying causal mechanism in the presence of an intermediate variable between the treatment and outcome. However, in many…
One of the benefits of belief networks and influence diagrams is that so much knowledge is captured in the graphical structure. In particular, statements of conditional irrelevance (or independence) can be verified in time linear in the…
In a Bell experiment, it is natural to seek a causal account of correlations wherein only a common cause acts on the outcomes. For this causal structure, Bell inequality violations can be explained only if causal dependencies are modelled…
Randomization tests and flexible treatment-effect models offer complementary strengths for analyzing data from randomized panel experiments: the former provide valid inference under the known assignment mechanism, while the latter can…
This paper shows how to use a randomized saturation experimental design to identify and estimate causal effects in the presence of spillovers--one person's treatment may affect another's outcome--and one-sided non-compliance--subjects can…
Permutation tests are a powerful and flexible approach to inference via resampling. As computational methods become more ubiquitous in the statistics curriculum, use of permutation tests has become more tractable. At the heart of the…
We give elementary examples within a framework for studying decisions under uncertainty where probabilities are only roughly known. The framework, in gambling terms, is that the size of a bet is proportional to the gambler's perceived…